Course
CRS-0204-02-003Intermediate Risk Modelling
intermediateactive
Examines extreme value theory, copulas, and dependence modelling.
Intermediate Risk Modelling
intermediateactive
Also known as: Risk II
| Course name | Intermediate Risk Modelling |
|---|---|
| Course code | CRS-0204-02-003 |
| Canonical ID | urn:taxonomy:cip-aligned:course:0204-02-003 |
| Level | intermediate |
| Status | active |
| Subject | Risk Modelling (SUB-0204-02) |
| Discipline | Actuarial Science (DIS-0204) |
| Category | Mathematics and Physical Sciences (CAT-02) |
Examines extreme value theory, copulas, and dependence modelling.
Credit hours
| Min | 3 |
|---|---|
| Max | 3 |
| Type | semester |
Contact hours
| Lecture | 3 |
|---|---|
| Lab | 0 |
| Studio | 0 |
| Clinical | 0 |
| Practicum | 0 |
Learning outcomes
- Apply extreme value theory.
- Use copulas.
- Model dependence.